| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
| // Redistribution and use in source and binary forms, with or without |
| // modification, are permitted provided that the following conditions are met: |
| // |
| // * Redistributions of source code must retain the above copyright notice, |
| // this list of conditions and the following disclaimer. |
| // * Redistributions in binary form must reproduce the above copyright notice, |
| // this list of conditions and the following disclaimer in the documentation |
| // and/or other materials provided with the distribution. |
| // * Neither the name of Google Inc. nor the names of its contributors may be |
| // used to endorse or promote products derived from this software without |
| // specific prior written permission. |
| // |
| // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
| // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
| // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
| // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
| // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
| // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
| // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
| // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
| // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
| // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
| // POSSIBILITY OF SUCH DAMAGE. |
| // |
| // Author: sameeragarwal@google.com (Sameer Agarwal) |
| // |
| // TODO(sameeragarwal): Add support for larger, more complicated and |
| // poorly conditioned problems both for correctness testing as well as |
| // benchmarking. |
| |
| #include "ceres/iterative_schur_complement_solver.h" |
| |
| #include <cstddef> |
| #include <memory> |
| |
| #include "Eigen/Dense" |
| #include "ceres/block_random_access_dense_matrix.h" |
| #include "ceres/block_sparse_matrix.h" |
| #include "ceres/casts.h" |
| #include "ceres/context_impl.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/linear_least_squares_problems.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/schur_eliminator.h" |
| #include "ceres/triplet_sparse_matrix.h" |
| #include "ceres/types.h" |
| #include "glog/logging.h" |
| #include "gtest/gtest.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| using testing::AssertionResult; |
| |
| const double kEpsilon = 1e-14; |
| |
| class IterativeSchurComplementSolverTest : public ::testing::Test { |
| protected: |
| void SetUpProblem(int problem_id) { |
| std::unique_ptr<LinearLeastSquaresProblem> problem( |
| CreateLinearLeastSquaresProblemFromId(problem_id)); |
| |
| CHECK(problem != nullptr); |
| A_.reset(down_cast<BlockSparseMatrix*>(problem->A.release())); |
| b_.reset(problem->b.release()); |
| D_.reset(problem->D.release()); |
| |
| num_cols_ = A_->num_cols(); |
| num_rows_ = A_->num_rows(); |
| num_eliminate_blocks_ = problem->num_eliminate_blocks; |
| } |
| |
| AssertionResult TestSolver(double* D) { |
| TripletSparseMatrix triplet_A( |
| A_->num_rows(), A_->num_cols(), A_->num_nonzeros()); |
| A_->ToTripletSparseMatrix(&triplet_A); |
| |
| DenseSparseMatrix dense_A(triplet_A); |
| |
| LinearSolver::Options options; |
| options.type = DENSE_QR; |
| ContextImpl context; |
| options.context = &context; |
| std::unique_ptr<LinearSolver> qr(LinearSolver::Create(options)); |
| |
| LinearSolver::PerSolveOptions per_solve_options; |
| per_solve_options.D = D; |
| Vector reference_solution(num_cols_); |
| qr->Solve(&dense_A, b_.get(), per_solve_options, reference_solution.data()); |
| |
| options.elimination_groups.push_back(num_eliminate_blocks_); |
| options.elimination_groups.push_back(0); |
| options.max_num_iterations = num_cols_; |
| options.preconditioner_type = SCHUR_JACOBI; |
| IterativeSchurComplementSolver isc(options); |
| |
| Vector isc_sol(num_cols_); |
| per_solve_options.r_tolerance = 1e-12; |
| isc.Solve(A_.get(), b_.get(), per_solve_options, isc_sol.data()); |
| double diff = (isc_sol - reference_solution).norm(); |
| if (diff < kEpsilon) { |
| return testing::AssertionSuccess(); |
| } else { |
| return testing::AssertionFailure() |
| << "The reference solution differs from the ITERATIVE_SCHUR" |
| << " solution by " << diff << " which is more than " << kEpsilon; |
| } |
| } |
| |
| int num_rows_; |
| int num_cols_; |
| int num_eliminate_blocks_; |
| std::unique_ptr<BlockSparseMatrix> A_; |
| std::unique_ptr<double[]> b_; |
| std::unique_ptr<double[]> D_; |
| }; |
| |
| TEST_F(IterativeSchurComplementSolverTest, NormalProblem) { |
| SetUpProblem(2); |
| EXPECT_TRUE(TestSolver(NULL)); |
| EXPECT_TRUE(TestSolver(D_.get())); |
| } |
| |
| TEST_F(IterativeSchurComplementSolverTest, ProblemWithNoFBlocks) { |
| SetUpProblem(3); |
| EXPECT_TRUE(TestSolver(NULL)); |
| EXPECT_TRUE(TestSolver(D_.get())); |
| } |
| |
| } // namespace internal |
| } // namespace ceres |